How Deep Do You Go

How deep do you go when you are using expand / collapse functionality on a help page is a recent discussion topic at work. If you are using expand / collapse functionality in your help system, and you expand a section, would you put an expandable section within that section so, essentially, you would be able to drill down 3 levels?

We didn’t put the 3rd level on a separate page because we didn’t want to make the user click a link and go to another page and lose the context of what they were reading about, but now the question becomes, “Is that a justification for going 3 levels deep within the same page?”

Here's a screen capture (without proprietary information) to better understand the specifics of the page our team is working on.